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Backtesting Trading Strategies in Futures Markets | An In-Depth Guide

Originally published at: https://optimusfutures.com/tradeblog/archives/backtesting-trading-strategies-in-futures-markets/%20

This article on Backtesting Trading Strategies is the opinion of Optimus Futures. There comes a time in every trader’s development when one accumulates too many trading strategy ideas to test “manually” in a real-time sim environment. That’s just the beginning. Every strategy can spawn multiple variations. Once you get a handle on your strategy, even the slightest tweak can yield extremely different results. Hence, one strategy becomes two related but separate strategies. So, if you had five strategies with three tweaks per strategy then you essentially have 25 different strategies whose results can vary considerably. As a trader, you have…